268 research outputs found
Convergence of a variational Lagrangian scheme for a nonlinear drift diffusion equation
We study a Lagrangian numerical scheme for solution of a nonlinear drift
diffusion equation on an interval. The discretization is based on the
equation's gradient flow structure with respect to the Wasserstein distance.
The scheme inherits various properties of the continuous flow, like entropy
monotonicity, mass preservation, metric contraction and minimum/maximum
principles. As the main result, we give a proof of convergence in the limit of
vanishing mesh size under a CFL-type condition. We also present results from
numerical experiments.Comment: 28 pages, 6 figure
Long-time behavior of a finite volume discretization for a fourth order diffusion equation
We consider a non-standard finite-volume discretization of a strongly
non-linear fourth order diffusion equation on the -dimensional cube, for
arbitrary . The scheme preserves two important structural properties
of the equation: the first is the interpretation as a gradient flow in a mass
transportation metric, and the second is an intimate relation to a linear
Fokker-Planck equation. Thanks to these structural properties, the scheme
possesses two discrete Lyapunov functionals. These functionals approximate the
entropy and the Fisher information, respectively, and their dissipation rates
converge to the optimal ones in the discrete-to-continuous limit. Using the
dissipation, we derive estimates on the long-time asymptotics of the discrete
solutions. Finally, we present results from numerical experiments which
indicate that our discretization is able to capture significant features of the
complex original dynamics, even with a rather coarse spatial resolution.Comment: 27 pages, minor change
Kinetic equations modelling wealth redistribution: a comparison of approaches
Kinetic equations modelling the redistribution of wealth in simple market economies is one of the major topics in the field of econophysics. We present a unifying approach to the qualitative study for a large variety of such models, which is based on a moment analysis in the related homogeneous Boltzmann equation, and on the use of suitable metrics for probability measures. In consequence, we are able to classify the most important feature of the steady wealth distribution, namely the fatness of the Pareto tail, and the dynamical stability of the latter in terms of the model parameters. Our results apply, e.g., to the market model with risky investments [S. Cordier, L. Pareschi, and G. Toscani, J. Stat. Phys. 120, 253 (2005)], and to the model with quenched saving propensities [A. Chatterjee, B. K. Chakrabarti, and S. S. Manna, Physica A 335, 155 (2004)]. Also, we present results from numerical experiments that confirm the theoretical predictions
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